Pages that link to "Item:Q2213599"
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The following pages link to A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates (Q2213599):
Displaying 11 items.
- The pricing of vulnerable options with double Mellin transforms (Q465177) (← links)
- A closed form solution for vulnerable options with Heston's stochastic volatility (Q508190) (← links)
- Closed-form solutions for pricing credit-risky bonds and bond options (Q632832) (← links)
- A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (Q1713146) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield (Q2120709) (← links)
- An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
- A closed-form approximation formula for pricing European options under a three-factor model (Q5051203) (← links)
- Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
- Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)
